Outputs (18)

Quantifying speculative-bubble effects in major European soccer leagues (2025)
Journal Article
Fry, J., & Binner, J. (2025). Quantifying speculative-bubble effects in major European soccer leagues. Economics letters, 248, Article 112208. https://doi.org/10.1016/j.econlet.2025.112208

We apply the theory of super-exponential rational bubbles to football transfer data. Refining previous qualitative approaches we model the aggregate transfer spend as a fraction of the TV income. Evidence of substantial bubble effects is found across... Read More about Quantifying speculative-bubble effects in major European soccer leagues.

An options-pricing approach to forecasting the French presidential election (2024)
Journal Article
Fry, J., Hastings, T., & Binner, J. (online). An options-pricing approach to forecasting the French presidential election. Journal of the Operational Research Society, https://doi.org/10.1080/01605682.2024.2334339

A subjective probability argument suggests vote-share estimates from polling companies can be interpreted as market prices. The corresponding election constitutes the price at a known future date. This makes an options-pricing approach particularly a... Read More about An options-pricing approach to forecasting the French presidential election.

Attention to Authority: The behavioural finance of Covid-19 (2022)
Journal Article
Burke, M., Fry, J., Kemp, S., & Woodhouse, D. (2022). Attention to Authority: The behavioural finance of Covid-19. Finance research letters, 49, Article 103081. https://doi.org/10.1016/j.frl.2022.103081

In this paper we investigate the predictability of cryptocurrency returns following increases in Covid-19 cases/deaths. We find that the rate of government intervention moderates the impact that Covid-19 cases/deaths have on cryptocurrency returns. W... Read More about Attention to Authority: The behavioural finance of Covid-19.

The nascent coffee ring with arbitrary droplet contact set: an asymptotic analysis (2022)
Journal Article
Moore, M., Vella, D., & Oliver, J. (2022). The nascent coffee ring with arbitrary droplet contact set: an asymptotic analysis. Journal of Fluid Mechanics, 940, Article A38. https://doi.org/10.1017/jfm.2022.251

We consider the effect of droplet geometry on the early-stages of coffee ring formation during the evaporation of a thin droplet with an arbitrary simple, smooth, pinned contact line. We perform a systematic matched asymptotic analysis of the small-c... Read More about The nascent coffee ring with arbitrary droplet contact set: an asymptotic analysis.

Tubular-body theory for viscous flows (2022)
Journal Article
Koens, L. (2022). Tubular-body theory for viscous flows. Physical Review Fluids, 7(3), Article 034101. https://doi.org/10.1103/PhysRevFluids.7.034101

Cable-like bodies play a key role in many interdisciplinary systems but are hard to simulate. Asymptotic theories, called slender-body theories, are effective but apply in specific regimes and can be hard to extend beyond leading order. In this lette... Read More about Tubular-body theory for viscous flows.

Voting intentions on social media and political opinion polls (2021)
Journal Article
Pekar, V., Najafi, H., Binner, J., Swanson, R., Rickard, C., & Fry, J. (in press). Voting intentions on social media and political opinion polls. Government information quarterly, Article 101658. https://doi.org/10.1016/j.giq.2021.101658

Opinion polls play an important role in modern democratic processes: they are known to not only affect the outcomes of elections, but also have a significant influence on government policy after elections. Recent years have seen large discrepancies b... Read More about Voting intentions on social media and political opinion polls.

Managing performance expectations in association football (2021)
Journal Article
Fry, J., Serbera, J.-P., & Wilson, R. (2021). Managing performance expectations in association football. Journal of business research, 135, 445-453. https://doi.org/10.1016/j.jbusres.2021.06.052

Motivated by excessive managerial pressure and sackings, together with associated questions over the inefficient use of scarce resources, we explore realistic performance expectations in association football. Our aim is to improve management quality... Read More about Managing performance expectations in association football.

Introducing pre-impact air-cushioning effects into the Wagner model of impact theory (2021)
Journal Article
Moore, M. R. (2021). Introducing pre-impact air-cushioning effects into the Wagner model of impact theory. Journal of engineering mathematics, 129(1), Article 6. https://doi.org/10.1007/s10665-021-10137-z

In this analysis, we consider the effects of non-quiescent initial conditions driven by pre-impact air–water interactions on the classical Wagner model of impact theory. We consider the problem of a rigid, solid impactor moving vertically towards a l... Read More about Introducing pre-impact air-cushioning effects into the Wagner model of impact theory.

Geometric phase methods with Stokes theorem for a general viscous swimmer (2021)
Journal Article
Koens, L., & Lauga, E. (2021). Geometric phase methods with Stokes theorem for a general viscous swimmer. Journal of Fluid Mechanics, 916, Article A17. https://doi.org/10.1017/jfm.2021.181

The geometric phase techniques for swimming in viscous flows express the net displacement of a swimmer as a path integral of a field in configuration space. This representation can be transformed into an area integral for simple swimmers using the St... Read More about Geometric phase methods with Stokes theorem for a general viscous swimmer.

Explicit and asymptotic solutions for frictional incomplete half-plane contacts subject to general oscillatory loading in the steady-state (2020)
Journal Article
Andresen, H., Fleury, R., Moore, M., & Hills, D. (2021). Explicit and asymptotic solutions for frictional incomplete half-plane contacts subject to general oscillatory loading in the steady-state. Journal of the Mechanics and Physics of Solids, 146, Article 104214. https://doi.org/10.1016/j.jmps.2020.104214

This contribution presents an asymptotic formulation for the stick-slip behaviour of incomplete contacts under oscillatory variation of normal load, moment, shear load and differential bulk tension. The asymptotic description allows us not only to ap... Read More about Explicit and asymptotic solutions for frictional incomplete half-plane contacts subject to general oscillatory loading in the steady-state.

Extending the Mossakovskii method to contacts supporting a moment (2020)
Journal Article
Moore, M. R., & Hills, D. A. (2020). Extending the Mossakovskii method to contacts supporting a moment. Journal of the Mechanics and Physics of Solids, 141, Article 103989. https://doi.org/10.1016/j.jmps.2020.103989

In this article, we extend the Mossakovskii approach to half-plane contacts supporting a moment. Since the method relies on approximating the punch geometry by a series of flat punches, we choose the load path in (P, M)-space that fixes the body tilt... Read More about Extending the Mossakovskii method to contacts supporting a moment.

The near and far of a pair of magnetic capillary disks (2019)
Journal Article
Koens, L., Wang, W., Sitti, M., & Lauga, E. (2019). The near and far of a pair of magnetic capillary disks. Soft matter, 15(7), 1497-1507. https://doi.org/10.1039/c8sm02215a

Control on microscopic scales depends critically on our ability to manipulate interactions with different physical fields. The creation of micro-machines therefore requires us to understand how multiple fields, such as surface capillary or electro-ma... Read More about The near and far of a pair of magnetic capillary disks.

The swimming of a deforming helix (2018)
Journal Article
Koens, L., Zhang, H., Moeller, M., Mourran, A., & Lauga, E. (2018). The swimming of a deforming helix. European Physical Journal E, 41(10), Article 119. https://doi.org/10.1140/epje/i2018-11728-2

Abstract.: Many microorganisms and artificial microswimmers use helical appendages in order to generate locomotion. Though often rotated so as to produce thrust, some species of bacteria such Spiroplasma, Rhodobacter sphaeroides and Spirochetes induc... Read More about The swimming of a deforming helix.

Booms, busts and heavy tails: the story of Bitcoin and cryptocurrency markets (2018)
Journal Article
Fry, J. (2018). Booms, busts and heavy tails: the story of Bitcoin and cryptocurrency markets. Economics letters, 171, 225-229. https://doi.org/10.1016/j.econlet.2018.08.008

We develop bespoke rational bubble models for Bitcoin and cryptocurrencies that incorporate both heavy tails and the probability of a complete collapse in asset prices. Empirically, we present robustified evidence of bubbles in Bitcoin and Ethereum.... Read More about Booms, busts and heavy tails: the story of Bitcoin and cryptocurrency markets.

The boundary integral formulation of Stokes flows includes slender-body theory (2018)
Journal Article
Koens, L., & Lauga, E. (2018). The boundary integral formulation of Stokes flows includes slender-body theory. Journal of Fluid Mechanics, 850, Article R1. https://doi.org/10.1017/jfm.2018.483

The incompressible Stokes equations can classically be recast in a boundary integral (BI) representation, which provides a general method to solve low-Reynolds-number problems analytically and computationally. Alternatively, one can solve the Stokes... Read More about The boundary integral formulation of Stokes flows includes slender-body theory.

Negative bubbles and shocks in cryptocurrency markets (2016)
Journal Article
Fry, J., & Cheah, E.-T. (2016). Negative bubbles and shocks in cryptocurrency markets. International review of financial analysis, 47, 343-352. https://doi.org/10.1016/j.irfa.2016.02.008

In this paper we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. The derived models allow for a probabilistic and statistical formulation of econoph... Read More about Negative bubbles and shocks in cryptocurrency markets.

What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection? (2015)
Journal Article
Anderson, R., Turner, H., Farrell, S., Yang, J., & Truscott, J. (2015). What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection?. Parasites and Vectors, 8(1), Article 553. https://doi.org/10.1186/s13071-015-1157-y

Background
Schistosomiasis is endemic in 54 countries, but has one of the lowest coverages by mass drug administration of all helminth diseases. However, with increasing drug availability through donation, the World Health Organisation has set a goa... Read More about What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection?.

Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)
Journal Article
Cheah, E.-T., & Fry, J. (2015). Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. Economics letters, 130, 32-36. https://doi.org/10.1016/j.econlet.2015.02.029

Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we undertake economic and econometric modelling of Bitcoin prices. As with many asset classes we show... Read More about Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin.